EWN vs. JNJ

In the year-to-date period, EWN achieves a 17.33% return, which is significantly higher than JNJ's 2.01% return. Over the past 10 years, EWN has outperformed JNJ with an annualized return of 8.75%, while JNJ has yielded a comparatively lower 6.57% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) and Johnson & Johnson (JNJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current EWN Sharpe Ratio is 0.19, which is higher than the JNJ Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of EWN and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EWN's dividend yield for the trailing twelve months is around 1.86%, less than JNJ's 3.39% yield.

The maximum EWN drawdown since its inception was -65.22%, which is greater than JNJ's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for EWN and JNJ. For additional features, visit the drawdowns tool.

The current volatility for iShares MSCI Netherlands ETF (EWN) is 4.61%, while Johnson & Johnson (JNJ) has a volatility of 5.80%. This indicates that EWN experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.